+72.5%
CART vs TSLQ
-95.7%
+168.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.4% | +9.0% | +0.1% |
| 7D | +3.0% | +19.7% | -16.7% | +4.3% |
| 30D | +28.6% | +4.1% | +24.4% | +29.3% |
| 3M | +29.1% | -30.9% | +59.9% | +27.1% |
| 6M | +44.7% | -13.6% | +58.3% | +45.6% |
| YTD | +29.2% | -2.6% | +31.8% | +31.8% |
| 1Y | +66.2% | -10.4% | +76.6% | +69.0% |
| 3Y | +112.8% | -96.4% | +209.2% | +94.4% |
| All | +72.5% | -95.7% | +168.2% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TSLQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling